2,990 research outputs found
The Big Data Newsvendor: Practical Insights from Machine Learning
We investigate the data-driven newsvendor problem when one has n observations of p features related to the demand as well as historical demand data. Rather than a two-step process of first estimating a demand distribution then optimizing for the optimal order quantity, we propose solving the âBig Dataâ newsvendor problem via single step machine learning algorithms. Specifically, we propose algorithms based on the Empirical Risk Minimization (ERM) principle, with and without regularization, and an algorithm based on Kernel-weights Optimization (KO). The ERM approaches, equivalent to high-dimensional quantile
regression, can be solved by convex optimization problems and the KO approach by a sorting algorithm.
We analytically justify the use of features by showing that their omission yields inconsistent decisions. We then derive finite-sample performance bounds on the out-of-sample costs of the feature-based algorithms, which quantify the effects of dimensionality and cost parameters. Our bounds, based on algorithmic stability theory, generalize known analyses for the newsvendor problem without feature information. Finally, we apply the feature-based algorithms for nurse staffing in a hospital emergency room using a data set from a large UK teaching hospital and find that (i) the best ERM and KO algorithms beat the best practice benchmark by 23% and 24% respectively in the out-of-sample cost, and (ii) the best KO algorithm is faster than the best ERM algorithm by three orders of magnitude and the best practice benchmark by two orders of magnitude
Continuous slice functional calculus in quaternionic Hilbert spaces
The aim of this work is to define a continuous functional calculus in
quaternionic Hilbert spaces, starting from basic issues regarding the notion of
spherical spectrum of a normal operator. As properties of the spherical
spectrum suggest, the class of continuous functions to consider in this setting
is the one of slice quaternionic functions. Slice functions generalize the
concept of slice regular function, which comprises power series with
quaternionic coefficients on one side and that can be seen as an effective
generalization to quaternions of holomorphic functions of one complex variable.
The notion of slice function allows to introduce suitable classes of real,
complex and quaternionic --algebras and to define, on each of these
--algebras, a functional calculus for quaternionic normal operators. In
particular, we establish several versions of the spectral map theorem. Some of
the results are proved also for unbounded operators. However, the mentioned
continuous functional calculi are defined only for bounded normal operators.
Some comments on the physical significance of our work are included.Comment: 71 pages, some references added. Accepted for publication in Reviews
in Mathematical Physic
Density of states of a two-dimensional electron gas in a non-quantizing magnetic field
We study local density of electron states of a two-dimentional conductor with
a smooth disorder potential in a non-quantizing magnetic field, which does not
cause the standart de Haas-van Alphen oscillations. It is found, that despite
the influence of such ``classical'' magnetic field on the average electron
density of states (DOS) is negligibly small, it does produce a significant
effect on the DOS correlations. The corresponding correlation function exhibits
oscillations with the characteristic period of cyclotron quantum
.Comment: 7 pages, including 3 figure
Intertwining Operators And Quantum Homogeneous Spaces
In the present paper the algebras of functions on quantum homogeneous spaces
are studied. The author introduces the algebras of kernels of intertwining
integral operators and constructs quantum analogues of the Poisson and Radon
transforms for some quantum homogeneous spaces. Some applications and the
relation to -special functions are discussed.Comment: 20 pages. The general subject is quantum groups. The paper is written
in LaTe
Microscopic expressions for the thermodynamic temperature
We show that arbitrary phase space vector fields can be used to generate
phase functions whose ensemble averages give the thermodynamic temperature. We
describe conditions for the validity of these functions in periodic boundary
systems and the Molecular Dynamics (MD) ensemble, and test them with a
short-ranged potential MD simulation.Comment: 21 pages, 2 figures, Revtex. Submitted to Phys. Rev.
Hidden Symmetry of the Differential Calculus on the Quantum Matrix Space
A standard bicovariant differential calculus on a quantum matrix space is considered. The principal result of this work is in observing
that the is in fact a
-module differential algebra.Comment: 5 page
Algebras generated by two bounded holomorphic functions
We study the closure in the Hardy space or the disk algebra of algebras
generated by two bounded functions, of which one is a finite Blaschke product.
We give necessary and sufficient conditions for density or finite codimension
of such algebras. The conditions are expressed in terms of the inner part of a
function which is explicitly derived from each pair of generators. Our results
are based on identifying z-invariant subspaces included in the closure of the
algebra. Versions of these results for the case of the disk algebra are given.Comment: 22 pages ; a number of minor mistakes have been corrected, and some
points clarified. Conditionally accepted by Journal d'Analyse Mathematiqu
Quasiballistic correction to the density of states in three-dimensional metal
We study the exchange correction to the density of states in the
three-dimensional metal near the Fermi energy. In the ballistic limit, when the
distance to the Fermi level exceeds the inverse transport relaxation time
, we find the correction linear in the distance from the Fermi level.
By a large parameter this ballistic correction exceeds
the diffusive correction obtained earlier.Comment: 2 pages, 1 figur
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